Files in gmvarkit
Estimate Gaussian Mixture Vector Autoregressive Model

MD5
DESCRIPTION
README.md
NAMESPACE
inst/doc/intro-to-gmvarkit.html
inst/doc/intro-to-gmvarkit.R inst/doc/intro-to-gmvarkit.Rmd vignettes/intro-to-gmvarkit.Rmd R/diagnosticPlot.R R/printMethods.R R/data.R R/standardErrors.R R/loglikelihood.R R/numericalDifferentiation.R R/plotMethods.R R/MAINest.R R/predictMethod.R R/parameterReforms.R R/generateParams.R R/miscS3methods.R R/simulateGMVAR.R R/GMVARconstruction.R R/gmvarkit.R R/pickParams.R R/quantileResiduals.R R/argumentChecks.R R/quantileResidualTests.R R/geneticAlgorithm.R R/matcal.R man/quantile_residuals.Rd man/all_pos_ints.Rd man/fitGMVAR.Rd man/pick_Omegas.Rd man/eurusd.Rd man/unvech.Rd man/get_test_Omega.Rd man/form_boldA.Rd man/vec.Rd man/unvec.Rd man/plot.gmvarpred.Rd man/in_paramspace.Rd man/loglikelihood_int.Rd man/dlogmultinorm.Rd man/smart_ind.Rd man/calc_gradient.Rd man/check_gmvar.Rd man/random_coefmats2.Rd man/change_regime.Rd man/get_regime_means.Rd man/get_IC.Rd man/pick_regime.Rd man/get_regime_means_int.Rd man/reform_data.Rd man/random_coefmats.Rd man/standard_errors.Rd man/n_params.Rd man/pick_allA.Rd man/random_ind2.Rd man/reform_constrained_pars.Rd man/pick_Am.Rd man/check_data.Rd man/aa_gmvarkit.Rd man/check_constraints.Rd man/change_parametrization.Rd man/predict.gmvar.Rd man/print_std_errors.Rd man/simulateGMVAR.Rd man/check_pMd.Rd man/regime_distance.Rd man/quantile_residual_tests.Rd man/is_stationary.Rd man/check_null_data.Rd man/GMVAR.Rd man/sort_components.Rd man/check_parameters.Rd man/quantile_residuals_int.Rd man/diagnostic_plot.Rd man/print.gmvarpred.Rd man/print.gmvarsum.Rd man/get_boldA_eigens.Rd man/add_data.Rd man/pick_alphas.Rd man/GAfit.Rd man/pick_Ami.Rd man/iterate_more.Rd man/swap_parametrization.Rd man/random_covmat.Rd man/smart_covmat.Rd man/pick_all_phi0_A.Rd man/pick_phi0.Rd man/vech.Rd man/random_ind.Rd man/loglikelihood.Rd man/in_paramspace_int.Rd man/format_valuef.Rd
build/vignette.rds
tests/testthat.R tests/testthat/test_simulateGMVAR.R tests/testthat/test_S3methods.R tests/testthat/test_parameterReforms.R tests/testthat/test_loglikelihood.R tests/testthat/test_quantileResidualTests.R tests/testthat/test_argumentChecks.R tests/testthat/test_pickParams.R tests/testthat/test_quantileResiduals.R tests/testthat/test_numericalDifferentiation.R tests/testthat/test_matcal.R tests/testthat/test_standardErrors.R
data/eurusd.rda
gmvarkit documentation built on Sept. 22, 2018, 5:03 p.m.